Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Freeport (FCX) - NYSE Next Earnings Date: OS Estimate: July 25, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.9
Avg Daily Volume: 17,038,364    Market Cap: 70.96B
Sector: Basic Materials    Short Interest: 1.27
Live Interactive Chart
Days to Next Earnings: 92 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 23, 2024 BO None $48.95 @$49.00 $3.82
($48.95)
7.8% -3.77% I -1.96% I $47.99 $3.40
( $47.99 )
-10.99%
Jan. 24, 2024 BO 1.9 $38.17 @$38.00 $2.71
($38.17)
7.13% 7.38% O 4.06% I $39.72 $2.95
( $39.72 )
8.86%
Oct. 19, 2023 BO 1.9 $35.61 @$36.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 20, 2023 BO 2.0 $40.67 @$41.00
April 21, 2023 BO 2.1 $41.36 @$41.00
Jan. 25, 2023 BO 2.2 $44.59 @$44.50
Oct. 20, 2022 BO 2.0 $28.36 @$28.00
July 21, 2022 BO 2.1 $28.57 @$28.50
April 21, 2022 BO 2.0 $49.90 @$50.00
Jan. 26, 2022 BO 2.1 $39.63 @$40.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US